-100.0%
SOXS vs WMB
+743.7%
-843.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.5% | +11.6% | +10.6% |
| 7D | -28.4% | +7.8% | -36.2% | -22.3% |
| 30D | +19.4% | -5.1% | +24.5% | +19.6% |
| 3M | +28.2% | -4.7% | +32.9% | +29.4% |
| 6M | -37.7% | -7.4% | -30.3% | -38.3% |
| YTD | -91.6% | +17.5% | -109.1% | -89.7% |
| 1Y | -93.1% | +19.5% | -112.5% | -91.3% |
| 3Y | -99.7% | +121.3% | -221.0% | -99.3% |
| 5Y | -99.9% | +200.5% | -300.4% | -99.7% |
| 10Y | -100.0% | +281.9% | -381.9% | -100.0% |
| All | -100.0% | +743.7% | -843.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling